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Econometrics
held in seminar room b-135 at CORE, usually on Wednesday
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Wednesday, March 3, 2010 at 14h30
Toru KITAGAWA, University College of London
Testing for instrument independence in the selection model 
Abstract 
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Wednesday, March 10, 2010 at 14h30
Joint with LSM Finance Seminar
Rik FREHEN, Tilburg University
Efficient estimation of firm-specific betas and its benefits for asset pricing tests and portfolio choice
Abstract
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Wednesday, March 17, 2010 at 14h30
Xavier D'HAULTFOEUILLE, CREST, Paris
Identification of mixture models using support variations
Abstract
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Wednesday, March 24, 2010 at 14h30
Joint CORE-ISBA Seminar
(in the frame of the ARC project on time series)
Richard A. DAVIS, Columbia University
The extremogram: a correlogram for extreme events
Abstract
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Wednesday, March 31, 2010 at 14h30
Joint CORE-ISBA Seminar
(in the frame of the ARC project on time series)
Tony CAI, The Wharton School, University of Pennsylvania
Robust and generalized nonparametric regression
Abstract
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Wednesday, April 21, 2010 at 14h30
Joint with LSM Finance Seminar
Peter ROOSENBOOM, Rotterdam School of Management, Erasmus University
Synergies disclosure in mergers and acquisitions
Abstract
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Wednesday, April 28, 2010 at 14h30
Genaro SUCARRAT, Universidad Carlos III de Madrid
Automated model selection in finance: General-to-Specific modelling of the mean, variance and density
Abstract
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Wednesday, May 5, 2010 at 14h30
Joint with LSM Finance Seminar
Marc VAN ACHTER, Mannheim University
TBA
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Wednesday, May 12, 2010 at 14h30
Bent NIELSEN, Nuffield College
TBA
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Wednesday, May 19, 2010 at 14h30
Joint with LSM Finance Seminar
Jeremie LEFEBVRE, FUCAM
TBA
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Tuesday, May 25, 2010 at 16h30
Joint ECORE-KUL seminar
Jean-Marc ROBIN, Université de Paris 1
TBA
(This seminar will take place at KULeuven.)
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Wednesday, October 6, 2010 at 14h30
Carlo ROSA, University of Essex
TBA
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Wednesday, October 13, 2010 at 14h30
Joint with LSM Finance Seminar
Bart LAMBRECHT, Lancaster University
TBA
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Wednesday, October 20, 2010 : no seminar (race bicycle)
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